-43.5%
OTEX price history and return analytics
+57.5%
-101.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -4.7% | -0.1% | -4.5% | -4.7% |
| 30D | +3.6% | -3.1% | +6.7% | +6.9% |
| 3M | +0.5% | -3.5% | +4.0% | +4.2% |
| 6M | +1.7% | +0.5% | +1.2% | 0.0% |
| YTD | -22.0% | +10.8% | -32.8% | -31.5% |
| 1Y | -26.3% | +11.9% | -38.2% | -36.1% |
| 3Y | -25.3% | +73.0% | -98.3% | -61.0% |
| 5Y | -43.5% | +58.6% | -102.1% | -67.2% |
| All | -43.5% | +57.5% | -101.0% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling